MountainView Servicing Group has published state prepayment graphs and CPR and CDR reports with December 2011 data. Contact a representative to obtain this research.
Residential Mortgage Servicing Rights
MSR Hedging Costs: Measuring and Forecasting
While most large holders of MSRs have implemented hedging strategies, there is no typical methodology for evaluating the costs. This white paper examines the issue and recommends an evaluation framework.
Tailwinds to Headwinds: MSR Hedging Performance Risks
This commentary explores the principal drivers of recent favorable MSR hedging results and how the landscape might change going forward.
Interest Rate Correlation Report
This report examines several key rate relationships of interest to MSR risk managers.
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A servicer who is considering hedging will find this presentation to be a concise summary of the need to hedge.